THE LIMITING DISTRIBUTION OF THE MAXIMUM TERM IN A SEQUENCE OF RANDOM VARIABLES DEFINED ON A MARKOV CHAIN.

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Abstract:

Gnedenkos classical work on the limit of the distribution of the maximum of a sequence of independent random variables is extended to the distribution of the maximum of a sequence of random variables defined on a finite Markov chain. Author

Author(s):
Fabens, Augustus J. ; Neuts, Marcel F.
Author Organization(s):
PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS
Descriptive Note:
Technical rept.,
Supplementary Note:
Prepared in cooperation with Cornell Univ., Ithaca, N. Y. Dept. of Operations Research. Technical rept. no. 77.
Pagination:
0017

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
Mimeograph Ser-199
Contract/Grant Number(s):
Nonr-1100(26)
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*RANDOM VARIABLES, DISTRIBUTION FUNCTIONS), STOCHASTIC PROCESSES, CONVERGENCE, MATRICES(MATHEMATICS), THEOREMS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
*MARKOV CHAINS, STOCHASTIC MATRICES
Report Date:
1969 Aug 01